The experts can comment, but with my 2-speed axles (one electric, one vacuum), they don't seem to care which range they are in (the engines care ...

), but if I don't use them regularly, even unloaded, they will stick. So I try to use them all the time.
Interesting note: The M-817 has single speed Rockwells but the old timers say you can split shift it using the two-speed transfer case. So I tried it ... Let's just say that I won't be trying THAT again ... ever.